MDGCX vs. SSGLX
Compare and contrast key facts about BlackRock Advantage Global Fund, Inc. (MDGCX) and State Street Global All Cap Equity ex-U.S. Index Fund Class K (SSGLX).
MDGCX is managed by BlackRock. It was launched on Aug 4, 1994. SSGLX is a passively managed fund by State Street that tracks the performance of the MSCI ACWI ex USA Investable Market Index. It was launched on Sep 17, 2014.
Performance
MDGCX vs. SSGLX - Performance Comparison
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MDGCX vs. SSGLX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MDGCX BlackRock Advantage Global Fund, Inc. | 1.77% | 23.61% | 10.87% | 22.43% | -17.94% | 17.52% | 15.61% | 25.54% | -11.73% | 23.41% |
SSGLX State Street Global All Cap Equity ex-U.S. Index Fund Class K | 1.29% | 32.64% | 4.98% | 15.67% | -16.44% | 8.36% | 11.11% | 21.52% | -14.05% | 27.12% |
Returns By Period
In the year-to-date period, MDGCX achieves a 1.77% return, which is significantly higher than SSGLX's 1.29% return. Over the past 10 years, MDGCX has outperformed SSGLX with an annualized return of 11.28%, while SSGLX has yielded a comparatively lower 8.79% annualized return.
MDGCX
- 1D
- 3.00%
- 1M
- -4.61%
- YTD
- 1.77%
- 6M
- 5.15%
- 1Y
- 26.78%
- 3Y*
- 16.70%
- 5Y*
- 9.18%
- 10Y*
- 11.28%
SSGLX
- 1D
- 1.94%
- 1M
- -7.37%
- YTD
- 1.29%
- 6M
- 5.27%
- 1Y
- 26.80%
- 3Y*
- 15.14%
- 5Y*
- 7.06%
- 10Y*
- 8.79%
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MDGCX vs. SSGLX - Expense Ratio Comparison
MDGCX has a 0.96% expense ratio, which is higher than SSGLX's 0.07% expense ratio.
Return for Risk
MDGCX vs. SSGLX — Risk / Return Rank
MDGCX
SSGLX
MDGCX vs. SSGLX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Advantage Global Fund, Inc. (MDGCX) and State Street Global All Cap Equity ex-U.S. Index Fund Class K (SSGLX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| MDGCX | SSGLX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.60 | 1.76 | -0.16 |
Sortino ratioReturn per unit of downside risk | 2.24 | 2.37 | -0.13 |
Omega ratioGain probability vs. loss probability | 1.35 | 1.36 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 2.28 | 2.35 | -0.07 |
Martin ratioReturn relative to average drawdown | 11.71 | 9.17 | +2.54 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| MDGCX | SSGLX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.60 | 1.76 | -0.16 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.57 | 0.49 | +0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.66 | 0.55 | +0.11 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.63 | 0.38 | +0.25 |
Correlation
The correlation between MDGCX and SSGLX is 0.81, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
MDGCX vs. SSGLX - Dividend Comparison
MDGCX's dividend yield for the trailing twelve months is around 8.75%, more than SSGLX's 4.36% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MDGCX BlackRock Advantage Global Fund, Inc. | 8.75% | 8.91% | 7.78% | 1.42% | 1.75% | 16.75% | 3.77% | 1.73% | 4.06% | 34.82% | 0.65% | 5.18% |
SSGLX State Street Global All Cap Equity ex-U.S. Index Fund Class K | 4.36% | 4.41% | 4.46% | 2.98% | 2.85% | 4.20% | 1.72% | 4.80% | 8.32% | 3.98% | 1.52% | 2.09% |
Drawdowns
MDGCX vs. SSGLX - Drawdown Comparison
The maximum MDGCX drawdown since its inception was -48.25%, which is greater than SSGLX's maximum drawdown of -35.88%. Use the drawdown chart below to compare losses from any high point for MDGCX and SSGLX.
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Drawdown Indicators
| MDGCX | SSGLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.25% | -35.88% | -12.37% |
Max Drawdown (1Y)Largest decline over 1 year | -11.93% | -11.22% | -0.71% |
Max Drawdown (5Y)Largest decline over 5 years | -26.68% | -30.08% | +3.40% |
Max Drawdown (10Y)Largest decline over 10 years | -34.87% | -35.88% | +1.01% |
Current DrawdownCurrent decline from peak | -5.31% | -9.15% | +3.84% |
Average DrawdownAverage peak-to-trough decline | -9.98% | -8.32% | -1.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.32% | 2.87% | -0.55% |
Volatility
MDGCX vs. SSGLX - Volatility Comparison
The current volatility for BlackRock Advantage Global Fund, Inc. (MDGCX) is 6.07%, while State Street Global All Cap Equity ex-U.S. Index Fund Class K (SSGLX) has a volatility of 6.71%. This indicates that MDGCX experiences smaller price fluctuations and is considered to be less risky than SSGLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MDGCX | SSGLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.07% | 6.71% | -0.64% |
Volatility (6M)Calculated over the trailing 6-month period | 10.00% | 10.18% | -0.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.05% | 15.57% | +1.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.08% | 14.51% | +1.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.23% | 16.15% | +1.08% |